+6,135.1%
JBL vs HBM
+654.4%
+5,480.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.8% | -5.2% | -0.9% |
| 7D | +4.4% | +7.4% | -2.9% | +2.5% |
| 30D | -8.4% | +5.1% | -13.5% | -9.8% |
| 3M | -14.2% | +11.1% | -25.3% | -17.1% |
| 6M | +29.6% | +30.2% | -0.6% | +19.3% |
| YTD | +37.1% | +46.2% | -9.1% | +21.3% |
| 1Y | +49.5% | +120.0% | -70.6% | +18.9% |
| 3Y | +192.7% | +527.4% | -334.7% | +70.8% |
| 5Y | +411.3% | +400.4% | +11.0% | +197.8% |
| 10Y | +1,447.6% | +621.5% | +826.1% | +579.7% |
| All | +6,135.1% | +654.4% | +5,480.7% | +2,067.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling